I'd suggest you look at the /etc/hosts file and see what it has in it, make the changes I've suggested above. When you've done that I'd also suggest removing the current installation of Zimbra by running the install script with the -u option, that will remove it completely from your system - after that install Zimbra again.

Any errors that Zimbra lists during the install will be in the install log in the /tmp directory.

Operations logged to /tmp/install.log.4361
Checking for existing installation...
zimbra-ldap...NOT FOUND
zimbra-logger...NOT FOUND
zimbra-mta...NOT FOUND
zimbra-snmp...NOT FOUND
zimbra-store...NOT FOUND
zimbra-apache...NOT FOUND
zimbra-spell...NOT FOUND
zimbra-core...NOT FOUND

PLEASE READ THIS AGREEMENT CAREFULLY BEFORE USING THE SOFTWARE.
ZIMBRA, INC. ("ZIMBRA") WILL ONLY LICENSE THIS SOFTWARE TO YOU IF YOU
FIRST ACCEPT THE TERMS OF THIS AGREEMENT. BY DOWNLOADING OR INSTALLING
THE SOFTWARE, OR USING THE PRODUCT, YOU ARE CONSENTING TO BE BOUND BY
THIS AGREEMENT. IF YOU DO NOT AGREE TO ALL OF THE TERMS OF THIS
AGREEMENT, THEN DO NOT DOWNLOAD, INSTALL OR USE THE PRODUCT.

If you have your hosts file set correctly uou shouldn't see this problem, I also use CentOS 4.2 as my Zimbra server and it installed without problems. As marcmac said, what's in your hosts file? What does the hostname command return?